Documentation

Source/Trends/DWMA_Series.cs

@@ -2,38 +2,34 @@
 using System;
 
 /* <summary>
-DWMA: Double (linearly) Weighted Moving Average
-    The weights are linearly decreasing over the period and the most recent data has
-    the heaviest weight.
-
-Sources:
-    
+DWMA: Double Weighted Moving Average
+    The weights are decreasing over the period with p^2 decay
+		and the most recent data has the heaviest weight.
 
 </summary> */
 
-public class DWMA_Series : Single_TSeries_Indicator
-{
-    public DWMA_Series(TSeries source, int period, bool useNaN = false) : base(source, period, useNaN)
-    {
-        for (int i = 0; i < this._p; i++) { this._weights.Add(i + 1); }
-        if (base._data.Count > 0) { base.Add(base._data); }
-    }
-    private readonly System.Collections.Generic.List<double> _buffer1 = new();
-	private readonly System.Collections.Generic.List<double> _buffer2 = new();
+public class DWMA_Series : Single_TSeries_Indicator {
+	public DWMA_Series(TSeries source, int period, bool useNaN = false) : base(source, period, useNaN) {
+		for (int i = 0; i < this._p; i++) {
+			double _weight = (i + 1) * (i + 1);
+			this._weights.Add(_weight);
+		}
+
+		if (base._data.Count > 0) { base.Add(base._data); }
+	}
+	private readonly System.Collections.Generic.List<double> _buffer1 = new();
 	private readonly System.Collections.Generic.List<double> _weights = new();
 
-    public override void Add((System.DateTime t, double v) TValue, bool update)
-    {
-        Add_Replace_Trim(_buffer1, TValue.v, _p, update);
-        double _wma = 0;
-        for (int i = 0; i < _buffer1.Count; i++) { _wma += _buffer1[i] * this._weights[i]; }
-        _wma /= (this._buffer1.Count * (this._buffer1.Count + 1)) * 0.5;
+	public override void Add((System.DateTime t, double v) TValue, bool update) {
+		Add_Replace_Trim(_buffer1, TValue.v, _p, update);
+		double _wma1 = 0;
+		double _wsum = 0;
+		for (int i = 0; i < _buffer1.Count; i++) {
+			_wma1 += _buffer1[i] * this._weights[i];
+			_wsum += this._weights[i];
+		}
+		_wma1 /= _wsum;
 
-		Add_Replace_Trim(_buffer2, TValue.v, _p, update);
-		double _dwma = 0;
-		for (int i = 0; i < _buffer2.Count; i++) { _dwma += _buffer2[i] * this._weights[i]; }
-		_dwma /= (this._buffer2.Count * (this._buffer2.Count + 1)) * 0.5;
-
-		base.Add((TValue.t, 2*_wma - _dwma), update, _NaN);
-    }
+		base.Add((TValue.t, _wma1), update, _NaN);
+	}
 }

Source/Trends/JMA_Series.cs

@@ -79,11 +79,11 @@ public class JMA_Series : Single_TSeries_Indicator {
 		//// from volty to avolty
 		if (update) { volty_10[volty_10.Count - 1] = volty; }
 		else { volty_10.Add(volty); }
-		if (volty_10.Count > _p) { volty_10.RemoveAt(0); }
+		if (volty_10.Count > 10) { volty_10.RemoveAt(0); }
 		vsum = prev_vsum + 0.1 * (volty - volty_10.First());
 		if (update) { vsum_buff[vsum_buff.Count - 1] = vsum; }
 		else { vsum_buff.Add(vsum); }
-		if (vsum_buff.Count > (65))
+		if (vsum_buff.Count > (10*_p))
 			vsum_buff.RemoveAt(0);
 		double avolty = 0;
 		for (int i = 0; i < vsum_buff.Count; i++) { avolty += vsum_buff[i]; }

Source/Trends/SMA_Series.cs

@@ -4,7 +4,7 @@ using System;
 /* <summary>
 SMA: Simple Moving Average
     The weights are equally distributed across the period, resulting in a mean() of
-    the data within the period/
+    the data within the period
 
 Sources:
     https://www.tradingtechnologies.com/help/x-study/technical-indicator-definitions/simple-moving-average-sma/